+20.8%
AMC vs STZ
+13.3%
+7.5%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.8% | +3.7% | +2.4% |
| 7D | +2.6% | +4.9% | -2.3% | +1.6% |
| 30D | +9.0% | +20.9% | -11.8% | +4.5% |
| 3M | +22.2% | +8.0% | +14.2% | +20.5% |
| 6M | +91.5% | -5.3% | +96.8% | +93.5% |
| YTD | +101.3% | +5.9% | +95.4% | +95.9% |
| 1Y | +20.8% | +14.2% | +6.6% | +15.4% |
| All | +20.8% | +13.3% | +7.5% | +15.4% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded STZ wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling